statsmodels.tsa.vector_ar.var_model.VARResults.test_normality¶

VARResults.test_normality(signif=0.05)[source]¶

Test assumption of normal-distributed errors using Jarque-Bera-style omnibus Chi^2 test.

Parameters:¶

signif : float¶

Test significance level.

Returns:¶

result

Return type:¶

NormalityTestResults

Notes

H0 (null) : data are generated by a Gaussian-distributed process